Merge pull request #1 from draczer01/crypto_reflex_lib

Crypto reflex lib

README.md

@@ -26,8 +26,23 @@ pip install -r requirements.txt
 pip install -e .
 ```
 
+## Use the library in your projects
+
+```
+from crypto_reflex.crypto_reflex_lib import crypto_reflex_lib # import the ligrary
+cryptoReflex = crypto_reflex_lib
+rebalance = cryptoReflex("binance", "{\"XRP\": 40.0, \"XLM\": 20.0, \"BTC\": 10.0, \"ETH\": 10.0, \"BNB\": 10.0, \"USDT\": 10.0}", "API_KEY", "API_SECRET", 0.2)
+print(rebalance) # prints the output in JSON
+```
+example of a return in JSON:
+
+```
+{"portfolio_value": 3.8687923544999996, "currency": "USDT", "cost": "0.002321"}
+```
+
 ## Config
-Create a config file in `config.ini` with the definition of your exchange and portfolio percentages, and theshold (percent) that rebalancing is needed.
+THIS DOES NOT APPLY IF YOU ARE USING IT AS A LIBRARY
+Create a config file in `config.ini` with the definition of your exchange and portfolio percentages, and threshold (percent) that rebalancing is needed.
 An example config file is included at `config.ini.example` but below is all you need:
 
 ```
@@ -46,7 +61,7 @@ By default it values the portfolio in USDT, this can be changed with `--valuebas
 
 To configure a proxy, simply create an environment variable named `PROXY_URL`
 
-To get the the data returned as json simply use: `--json` 
+To get the data returned as JSON simply use: `--json` 
 
 ## Running
 

crypto_reflex/crypto_reflex_lib.py

@@ -0,0 +1,124 @@
+import logging
+import sys
+import json
+
+from crypto_reflex.simple_balancer import SimpleBalancer
+from crypto_reflex.ccxt_exchange import CCXTExchange
+from crypto_reflex.executor import Executor
+from crypto_reflex.portfolio import Portfolio
+
+logger = logging.getLogger(__name__)
+
+
+def crypto_reflex_lib(exchange, target, api_key, api_secret, threshold, valuebase='USDT', trade=False, max_orders=5, force=False, mode='mid', j=True):
+
+
+    try:
+
+        targets = json.loads(str(target))
+
+    except ValueError:
+        logger.error("Targets format invalid")
+        sys.exit(1)
+
+    total_target = sum(targets.values())
+    if total_target != 100:
+        logger.error("Total target needs to equal 100, it is {}"
+                     .format(total_target))
+        sys.exit(1)
+
+    valuebase = valuebase
+
+    exchange = CCXTExchange(exchange,
+                            targets.keys(),
+                            api_key,
+                            api_secret)
+    if j == False:
+        print("Connected to exchange: {}".format(exchange.name))
+        print()    
+
+    portfolio = Portfolio.make_portfolio(targets, exchange, threshold, valuebase)
+    if j == False:
+        print("Current Portfolio:")
+    for cur in portfolio.balances:
+        bal = portfolio.balances[cur]
+        pct = portfolio.balances_pct[cur]
+        tgt = targets[cur]
+        if j == False:
+            print("  {:<6s} {:<8.2f} ({:>5.2f} / {:>5.2f}%)"
+                .format(cur, bal, pct, tgt))
+
+            print()
+            print("  Total value: {:.16f} {}".format(portfolio.valuation_quote,
+                                            portfolio.quote_currency))
+    balancer = SimpleBalancer()
+    executor = Executor(portfolio, exchange, balancer)
+    res = executor.run(force=force,
+                       trade=trade,
+                       max_orders=max_orders,
+                       mode=mode)
+    if j == False:
+        print("  Balance RMS error: {:.2g} / {:.2g}".format(
+            res['initial_portfolio'].balance_rms_error,
+            threshold))
+
+        print("  Balance Max error: {:.2g} / {:.2g}".format(
+            res['initial_portfolio'].balance_max_error,
+            threshold))
+
+        print()
+    if not portfolio.needs_balancing and not force:
+        print("No balancing needed")
+        sys.exit(0)
+    if j == False:
+        print("Balancing needed{}:".format(" [FORCED]" if force else ""))
+        print()
+        print("Proposed Portfolio:")
+    portfolio = res['proposed_portfolio']
+
+    if not portfolio:
+        print("Could not calculate a better portfolio")
+        sys.exit(0)
+
+    for cur in portfolio.balances:
+        bal = portfolio.balances[cur]
+        pct = portfolio.balances_pct[cur]
+        tgt = targets[cur]
+        if j == False:
+            print("  {:<6s} {:<8.16f} ({:>5.16f} / {:>5.16f}%)"
+                .format(cur, bal, pct, tgt))
+
+            print()
+            print("  Total value: {:.2f} {}".format(portfolio.valuation_quote,
+                                            portfolio.quote_currency))
+            print("  Balance RMS error: {:.2g} / {:.2g}".format(
+                res['proposed_portfolio'].balance_rms_error,
+                threshold))
+
+            print("  Balance Max error: {:.2g} / {:.2g}".format(
+                res['proposed_portfolio'].balance_max_error,
+                threshold))
+
+    total_fee = '%s' % float('%.4g' % res['total_fee'])
+    if j == False:
+        print("  Total fees to re-balance: {} {}"
+            .format(total_fee,
+                    portfolio.quote_currency))
+
+        print()
+        print("Orders:")
+        if trade:
+            for order in res['success']:
+                print("  Submitted: {}".format(order))
+
+            for order in res['errors']:
+                print("  Failed: {}".format(order))
+        else:
+            for order in res['orders']:
+                print("  " + str(order))
+
+
+    if j:
+        return json.dumps({"portfolio_value": portfolio.valuation_quote, "currency": portfolio.quote_currency, "cost": total_fee})
+
+

setup.py

@@ -6,7 +6,7 @@
     readme = readme_file.read()
 
 setup(name='crypto_reflex',
-      version='1.0.0',
+      version='1.0.1',
       packages=['crypto_reflex'],
       entry_points={
           'console_scripts': [